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0333552 - ÚTIA 2010 CZ eng J - Journal Article
Krištoufek, Ladislav
Classical and modified rescaled range analysis: Sampling properties under heavy tails.
[Klasická a modifikovaná analýza přeškálovaných rozsahů: Chovaní pod težkymi chvosty.]
IES Wokring Papers. Roč. 2009, č. 29 (2009), s. 1-17
R&D Projects: GA ČR GD402/09/H045
Institutional research plan: CEZ:AV0Z10750506
Keywords : rescaled range * modified rescaled range * Hurst exponent * long-range dependence * confidence intervals
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/kristoufek-classical and modified rescaled range analysis sampling properties under heavy tails.pdf
Permanent Link: http://hdl.handle.net/11104/0178502